+22.0%
ADM vs SU
+120.3%
-98.2%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +3.0% | +1.7% | +1.3% | +2.4% |
| 30D | +8.7% | +9.6% | -0.9% | +5.1% |
| 3M | +7.6% | +11.7% | -4.1% | +3.1% |
| 6M | +26.9% | +21.9% | +5.0% | +17.4% |
| YTD | +54.3% | +58.6% | -4.4% | +29.8% |
| 1Y | +45.7% | +66.5% | -20.9% | +20.3% |
| All | +22.0% | +120.3% | -98.2% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling